Options · 15-min delayed
Underlying
$46.38
DTE
20d
2026-11-20
P/C Vol
0.60
P/C OI
0.43
ATM IV
47.6%
IV Skew
-10.2%
25Δ put − call
Max Pain
$45
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| — | — | — | — | — | — | — | — | — | 32.50 | 0.12 | 0.00/0.70 | 0.01 | -0.03 | 0.0101 | -0.06 | 105.3% | 1 | 3 |
| — | — | — | — | — | — | — | — | — | 35.00 | 0.16 | 0.00/0.30 | 0.01 | -0.02 | 0.0107 | -0.04 | 72.1% | 2 | 81 |
| — | — | — | — | — | — | — | — | — | 37.50 | 0.15 | 0.05/0.30 | 0.01 | -0.02 | 0.0167 | -0.05 | 59.2% | 1 | 14 |
| — | — | — | — | — | — | — | — | — | 40.00 | 0.35 | 0.05/0.40 | 0.02 | -0.03 | 0.0315 | -0.11 | 56.3% | 1 | 21 |
| 7 | 1 | 64.4% | 0.75 | 0.0456 | -0.06 | 0.03 | 3.70/6.50 | 2.70 | 42.50 | 0.55 | 0.25/0.85 | 0.03 | -0.04 | 0.0505 | -0.22 | 53.8% | 8 | 48 |
| 55 | 22 | 53.1% | 0.63 | 0.0657 | -0.06 | 0.04 | 1.95/4.20 | 3.25 | 45.00 | 1.10 | 0.65/1.25 | 0.04 | -0.04 | 0.0804 | -0.35 | 42.5% | 2 | 96 |
| 305 | 1 | 52.7% | 0.46 | 0.0692 | -0.06 | 0.04 | 0.80/1.85 | 0.90 | 47.50 | — | — | — | — | — | — | — | — | — |
| 245 | 1 | 51.8% | 0.30 | 0.0613 | -0.05 | 0.04 | 0.40/1.00 | 0.40 | 50.00 | — | — | — | — | — | — | — | — | — |
| 2 | — | 43.7% | 0.13 | 0.0441 | -0.03 | 0.02 | 0.00/0.30 | 0.30 | 52.50 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 20d · σ = 47.6%
Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).